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ACSI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACSIVOO
YTD Return14.38%19.40%
1Y Return24.28%27.03%
3Y Return (Ann)4.31%9.37%
5Y Return (Ann)12.63%15.93%
Sharpe Ratio2.272.17
Daily Std Dev11.93%12.37%
Max Drawdown-34.49%-33.99%
Current Drawdown0.00%-0.19%

Correlation

-0.50.00.51.00.9

The correlation between ACSI and VOO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ACSI vs. VOO - Performance Comparison

In the year-to-date period, ACSI achieves a 14.38% return, which is significantly lower than VOO's 19.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%AprilMayJuneJulyAugust
148.63%
206.36%
ACSI
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Customer Satisfaction ETF

Vanguard S&P 500 ETF

ACSI vs. VOO - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.


ACSI
American Customer Satisfaction ETF
Expense ratio chart for ACSI: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACSI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ACSI
Sharpe ratio
The chart of Sharpe ratio for ACSI, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for ACSI, currently valued at 2.70, compared to the broader market0.005.0010.002.70
Omega ratio
The chart of Omega ratio for ACSI, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.36
Calmar ratio
The chart of Calmar ratio for ACSI, currently valued at 1.23, compared to the broader market0.005.0010.0015.001.23
Martin ratio
The chart of Martin ratio for ACSI, currently valued at 10.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.21
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.96, compared to the broader market0.005.0010.002.96
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.31
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.21

ACSI vs. VOO - Sharpe Ratio Comparison

The current ACSI Sharpe Ratio is 2.27, which roughly equals the VOO Sharpe Ratio of 2.17. The chart below compares the 12-month rolling Sharpe Ratio of ACSI and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugust
2.03
2.17
ACSI
VOO

Dividends

ACSI vs. VOO - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
ACSI
American Customer Satisfaction ETF
0.88%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ACSI vs. VOO - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACSI and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugust0
-0.19%
ACSI
VOO

Volatility

ACSI vs. VOO - Volatility Comparison

The current volatility for American Customer Satisfaction ETF (ACSI) is 4.56%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.51%. This indicates that ACSI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugust
4.56%
5.51%
ACSI
VOO